Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52355.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45990.33 Kr¶

PnL: ---------------------------------------> -732.27 Kr¶

DD now: ---------------------------------> -1.44 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:32:59.821779'

Anic Portfolio¶

Today¶

Return: -0.349 %¶

This Week¶

Return: -1.34 %¶

Total¶

Return: 71.398 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.560000 4473.900000 153.900000 3.560000 4320.000000
BHG Group 49 5.300000 671.790000 32.790000 5.130000 638.999984
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
NCC A 6 0.200000 600.000000 1.000000 0.170000 598.999998
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
SCA A 4 -0.660000 598.400000 -0.600000 -0.100000 599.000000
Biotage 4 -0.530000 600.800000 -2.200000 -0.360000 603.000000
Nolato B 12 -0.370000 643.200000 -2.400000 -0.370000 645.600000
Latour B 2 0.130000 446.000000 -3.000000 -0.670000 449.000000
Investor B 3 -0.500000 652.200000 -3.300000 -0.500000 655.500000
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Addtech B 3 -0.340000 694.800000 -5.200000 -0.740000 699.999999
Sampo Oyj SDB 1 0.810000 499.000000 -6.000000 -1.190000 505.000000
Addnode Group B 6 -0.800000 744.000000 -6.000000 -0.800000 750.000000
NCC B 7 0.430000 647.850000 -6.150000 -0.940000 653.999997
Profoto Holding 7 -0.240000 572.600000 -9.400000 -1.620000 581.999999
SynAct Pharma 9 -1.810000 633.600000 -11.400000 -1.770000 645.000003
Creades A 7 -2.230000 598.850000 -12.150000 -1.990000 610.999998
Embracer Group B 26 -0.080000 649.610000 -12.390000 -1.870000 661.999988
Humana 40 -0.120000 660.800000 -13.200000 -1.960000 674.000000
Sdiptech B 3 -0.150000 808.800000 -13.200000 -1.610000 822.000000
Indutrade 5 -0.610000 1305.000000 -15.000000 -1.140000 1320.000000
Fortnox 10 -0.340000 652.800000 -15.200000 -2.280000 668.000000
Vitrolife 3 -1.100000 646.200000 -30.800000 -4.550000 677.000001
Lundin Gold 7 -0.450000 936.600000 -37.400000 -3.840000 973.999999
Lime Technologies 2 1.830000 555.000000 -38.000000 -6.410000 593.000000
Volati 5 -0.740000 536.000000 -38.000000 -6.620000 574.000000
Xvivo Perfusion 3 -2.000000 807.000000 -38.000000 -4.500000 845.000001
Gaming Innovation Group 161 0.000000 4137.700000 -50.300000 -1.200000 4187.999942
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
Investor A 16 -0.550000 3484.800000 -60.200000 -1.700000 3545.000000
Balco Group 39 -2.020000 1799.850000 -75.150000 -4.010000 1874.999997
Ambea 68 -1.690000 2458.880000 -78.120000 -3.080000 2537.000032
New Wave B 20 -0.790000 3784.000000 -132.000000 -3.370000 3916.000000
Bactiguard Holding B 37 -6.630000 2812.000000 -148.000000 -5.000000 2960.000000
TOTAL 45990.330000 -732.270000 -1.44026% 46722.599938

Updated:¶

'2023-06-09 09:33:13.762409'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶